Mark Fisher
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author of:
- Long-Run Neutrality and Superneutrality in an ARIMA Framework (RePEc:aea:aecrev:v:83:y:1993:i:3:p:402-15)
by Fisher, Mark E & Seater, John J - Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (RePEc:eee:econom:v:210:y:2019:i:1:p:187-202)
by Fisher, Mark & Jensen, Mark J. - Bayesian nonparametric learning of how skill is distributed across the mutual fund industry (RePEc:eee:econom:v:230:y:2022:i:1:p:131-153)
by Fisher, Mark & Jensen, Mark J. - Inflation and monetary regimes (RePEc:eee:jimfin:v:28:y:2009:i:7:p:1221-1241)
by Dwyer, Gerald P. & Fisher, Mark - Forces that shape the yield curve (RePEc:fip:fedaer:y:2001:i:q1:p:1-15:n:v.86no.1)
by Mark Fisher - Special repo rates: an introduction (RePEc:fip:fedaer:y:2002:i:q2:p:27-43:n:v.87no.2)
by Mark Fisher - Modeling the term structure of interest rates: an introduction (RePEc:fip:fedaer:y:2004:i:q3:p:41-62:n:v.89no.3)
by Mark Fisher - Happy hour economics, or how an increase in demand can produce a decrease in price (RePEc:fip:fedaer:y:2005:i:q2:p:25-34:n:v.90no.2)
by Mark Fisher - Forces that shape the yield curve: Parts 1 and 2 (RePEc:fip:fedawp:2001-3)
by Mark Fisher - Inflation and monetary regimes (RePEc:fip:fedawp:2009-26)
by Gerald P. Dwyer & Mark Fisher - Fitting a distribution to survey data for the half-life of deviations from PPP (RePEc:fip:fedawp:2015-15)
by Mark Fisher - Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors (RePEc:fip:fedawp:2018-02)
by Mark Fisher & Mark J. Jensen - Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry (RePEc:fip:fedawp:2019-03)
by Mark Fisher & Mark J. Jensen & Paula A. Tkac - Consumption and asset prices with homothetic recursive preferences (RePEc:fip:fedawp:99-17)
by Mark Fisher & Christian Gilles - Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models (RePEc:fip:fedawp:99-18)
by Mark Fisher - Around and Around: The Expectations Hypothesis (RePEc:fip:fedgfe:1996-17)
by Mark Fisher & Christian Gilles - Consumption and asset prices and recursive preferences (RePEc:fip:fedgfe:1998-40)
by Mark Fisher & Christian Gilles - Fitting the term structure of interest rates with smoothing splines (RePEc:fip:fedgfe:95-1)
by Mark Fisher & Douglas Nychka & David Zervos - Around and around: the expectations hypothesis (RePEc:fip:fedgfe:96-17)
by Mark Fisher & Christian Gilles - Chickens, Eggs, and Causality, or Which Came First? (RePEc:oup:ajagec:v:70:y:1988:i:2:p:237-238.)
by Walter N. Thurman & Mark E. Fisher - Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors (RePEc:rim:rimwps:18-12)
by Mark Fisher & Mark J. Jensen - A Series Solution To A Second-Order Quasi-Linear Pde Using Mathematica (RePEc:sce:scecf0:257)
by Mark Fisher - The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility (RePEc:sce:scecf7:71)
by Mark E. Fisher & Christian Gilles - Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models (RePEc:sce:scecf9:934)
by Mark Fisher